+22.3%
MDT vs ACI
+21.2%
+1.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -4.0% | -1.0% |
| 7D | -3.4% | -3.7% | +0.3% | -3.1% |
| 30D | +0.2% | +0.6% | -0.4% | +0.2% |
| 3M | +14.3% | -20.3% | +34.6% | +15.9% |
| 6M | +4.0% | -24.7% | +28.7% | +5.9% |
| YTD | -3.7% | -27.2% | +23.5% | -1.8% |
| 1Y | -0.4% | -32.7% | +32.4% | +2.1% |
| 3Y | +23.3% | -43.9% | +67.2% | +27.6% |
| 5Y | -18.9% | -38.9% | +20.0% | -16.4% |
| All | +22.3% | +21.2% | +1.2% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling